Why can't you build a machine that runs forever?

It sounds so simple. Build a wheel, give it a push, and arrange it so its own spinning keeps it going, round and round, forever, free energy for everyone. People have tried for at least 800 years. Brilliant inventors have drawn beautiful designs with tilting weights, looping magnets and self-pouring water. Every single one has failed. Not 'we haven't managed it yet': they cannot work, ever. Why is the universe so stubborn about this?